PREVIEW / etf_5min / 2021-03-15

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-03-15.parquet
  size:    1.9 MB
  rows:    87,595

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-03-15 04:00:00	SPY	ETF	393.86	393.89	393.78	393.89	400.0
2021-03-15 04:05:00	SPY	ETF	394.15	394.48	394.15	394.42	1400.0
2021-03-15 04:10:00	SPY	ETF	394.4	394.51	394.37	394.5	6700.0
2021-03-15 04:15:00	SPY	ETF	394.54	394.6	394.49	394.49	742.0
2021-03-15 04:20:00	SPY	ETF	394.36	394.43	394.36	394.41	1000.0
2021-03-15 04:25:00	SPY	ETF	394.41	394.41	394.41	394.41	100.0
2021-03-15 04:30:00	SPY	ETF	394.67	394.67	394.67	394.67	300.0
2021-03-15 04:35:00	SPY	ETF	394.47	394.5	394.41	394.5	566.0
2021-03-15 04:40:00	SPY	ETF	394.47	394.83	394.47	394.83	900.0
2021-03-15 04:45:00	SPY	ETF	394.84	395.0	394.84	394.98	1505.0
2021-03-15 04:50:00	SPY	ETF	394.96	394.97	394.96	394.97	200.0
2021-03-15 04:55:00	SPY	ETF	394.9	394.95	394.87	394.87	2600.0
2021-03-15 05:00:00	SPY	ETF	395.02	395.09	395.02	395.09	1200.0
2021-03-15 05:05:00	SPY	ETF	395.05	395.1	395.05	395.1	531.0
2021-03-15 05:10:00	SPY	ETF	395.02	395.15	395.02	395.13	625.0
2021-03-15 05:15:00	SPY	ETF	395.08	395.08	395.0	395.0	700.0
2021-03-15 05:20:00	SPY	ETF	395.01	395.09	395.01	395.05	700.0
2021-03-15 05:25:00	SPY	ETF	395.22	395.3	395.15	395.15	3909.0
2021-03-15 05:30:00	SPY	ETF	395.25	395.3	395.25	395.26	700.0
2021-03-15 05:35:00	SPY	ETF	395.36	395.4	395.35	395.35	3100.0
2021-03-15 05:40:00	SPY	ETF	395.36	395.4	395.34	395.4	800.0
2021-03-15 05:45:00	SPY	ETF	395.39	395.45	395.36	395.45	600.0
2021-03-15 05:50:00	SPY	ETF	395.42	395.42	395.42	395.42	1000.0
2021-03-15 05:55:00	SPY	ETF	395.38	395.38	395.23	395.23	1100.0
2021-03-15 06:00:00	SPY	ETF	395.14	395.22	395.14	395.22	400.0
2021-03-15 06:05:00	SPY	ETF	395.19	395.19	395.19	395.19	300.0
2021-03-15 06:10:00	SPY	ETF	395.13	395.13	394.98	394.98	597.0
2021-03-15 06:15:00	SPY	ETF	394.98	394.98	394.89	394.89	900.0
2021-03-15 06:20:00	SPY	ETF	394.91	395.02	394.9	395.02	7890.0
2021-03-15 06:25:00	SPY	ETF	395.05	395.05	395.02	395.02	900.0
2021-03-15 06:30:00	SPY	ETF	394.89	394.89	394.73	394.73	1100.0
2021-03-15 06:35:00	SPY	ETF	394.72	394.83	394.7	394.83	10496.0
2021-03-15 06:40:00	SPY	ETF	394.84	394.97	394.8	394.97	1900.0
2021-03-15 06:45:00	SPY	ETF	394.94	394.98	394.81	394.84	4299.0
2021-03-15 06:50:00	SPY	ETF	394.84	394.84	394.72	394.75	4000.0
2021-03-15 06:55:00	SPY	ETF	394.64	394.84	394.56	394.84	5780.0
2021-03-15 07:00:00	SPY	ETF	394.82	394.84	394.72	394.84	7952.0
2021-03-15 07:05:00	SPY	ETF	394.84	394.93	394.58	394.93	15479.0
2021-03-15 07:10:00	SPY	ETF	394.88	394.88	394.72	394.86	5603.0
2021-03-15 07:15:00	SPY	ETF	394.82	394.92	394.8	394.92	1910.0
2021-03-15 07:20:00	SPY	ETF	394.84	394.84	394.57	394.57	11545.0
2021-03-15 07:25:00	SPY	ETF	394.55	394.65	394.53	394.54	8142.0
2021-03-15 07:30:00	SPY	ETF	394.6	394.61	394.41	394.41	5346.0
2021-03-15 07:35:00	SPY	ETF	394.44	394.55	394.44	394.44	17003.0
2021-03-15 07:40:00	SPY	ETF	394.5	394.6	394.47	394.6	7490.0
2021-03-15 07:45:00	SPY	ETF	394.57	394.57	394.44	394.5	6867.0
2021-03-15 07:50:00	SPY	ETF	394.5	394.55	394.35	394.35	2598.0
2021-03-15 07:55:00	SPY	ETF	394.43	394.49	394.39	394.44	1669.0
2021-03-15 08:00:00	SPY	ETF	394.6699	395.1896	393.4	394.33	21587.0
2021-03-15 08:05:00	SPY	ETF	394.34	394.35	394.05	394.29	17516.0

> showing 50 of 87,595 rows — these rows as CSV

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